+133.9%
WMT vs ILMN
+135.0%
-1.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +0.6% | -9.8% | +10.3% | +0.5% |
| 30D | +12.8% | -22.7% | +35.5% | +12.6% |
| 3M | +11.7% | +12.1% | -0.3% | +11.0% |
| 6M | -3.5% | +51.5% | -55.0% | -5.0% |
| YTD | +13.4% | +63.9% | -50.4% | +11.1% |
| 1Y | +23.6% | +76.6% | -52.9% | +20.7% |
| 3Y | +133.9% | +124.6% | +9.3% | +114.2% |
| All | +133.9% | +135.0% | -1.1% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling